Que?
I programmed out of necessity, but I hate coding... The only analysis I run is portfolio exposure at 1,2,3sigma in dollars, % and net greeks....
If I came off as looking to start some sh*t that was not my intention -- no harm no foul. My comments regarding OptionVue are still valid in...
I've traded on every equity option exchange and was a member of all(at one point) and in my travels I've never met a local using OpVue for value...
Well... I've yet to meet a pro that runs OptionVue. OptionVue is fine... but virtually impossible to run w/o their data. I 've been a pro...
A guy from Kenilworth here -- short gamma hedge fund manager. Not much of a spec-trader, but always looking for some edge. arb.
sorry guys, hijacked this thread unintentionally, replied to the wrong thread.
Tomorrow was the only faux pas I've seen -- "morun" is not French for moron, correct? Sarcasm, or are you a morun? BTW, the S. of France ain't...
Correct, it would increse his vega, but it would not decrease his gamma risk nearly as much as sticking to the front month strangle. arb.
A fairly quick read, "Option Market Making" by Baird. Finer points discuss gamma trading and time spread risks. arb.
Eldredge -- no problem, gald to help. Sigma is standard deviation. Long gamma traders earn from hedging, short gamma trading only hedges to stem...
HD -- long vega trades have been brutalized over the last few months, as any quick perusal of a VIX chart will point out. Take a look at at...
There's nothing wrong with the strategy -- it's termed "gamma trading" in floor lingo and you've simply turned the gamma trade into a trade and...
Hi Gabriel -- nice website -- thanks for clueing me in! Beck aka "riskarb"
There is a problem with trading high implieds on cheap($) stocks. Although the implieds look fantastic -- the vols are too cheap in absolute...
GATrader: Diffusion trading is extremely difficult to manage on the retail level. We've run analysis of the option market spreads on the buy...
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